Invesco Mutual Fund Market Value

VSQRX -  USA Fund  

USD 16.14  0.08  0.50%

Invesco Global's market value is the price at which a share of Invesco Global stock trades on a public exchange. It measures the collective expectations of Invesco Global Responsibility investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Invesco Global Responsibility and determine expected loss or profit from investing in Invesco Global over a given investment horizon. Also, please take a look at Invesco Global Hype Analysis, Invesco Global Correlation, Portfolio Optimization, Invesco Global Volatility, as well as analyze Invesco Global Alpha and Beta and Invesco Global Performance.
Symbol
Backtest

Please note, there is a significant difference between Invesco Global's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Global value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Invesco Global 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Global.
0.00
08/23/2021
No Change 0.00  0.0 
In 2 months and 2 days
10/22/2021
0.00
If you would invest  0.00  in Invesco Global on August 23, 2021 and sell it all today you would earn a total of 0.00 from holding Invesco Global Responsibility or generate 0.0% return on investment in Invesco Global over 60 days. Invesco Global is related to or competes with American Funds, Capital World, American Funds, Capital World, Capital World, and Capital World. The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities represented in ...

Invesco Global Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Global Responsibility upside and downside potential and time the market with a certain degree of confidence.

Invesco Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Global's standard deviation. In reality, there are many statistical measures that can use Invesco Global historical prices to predict the future Invesco Global's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Invesco Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Invesco Global in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
15.4616.1416.82
Details
Intrinsic
Valuation
LowReal ValueHigh
15.6616.3417.02
Details
Naive
Forecast
LowNext ValueHigh
15.9016.5817.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.1415.7216.31
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Global. Your research has to be compared to or analyzed against Invesco Global's peers to derive any actionable benefits. When done correctly, Invesco Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Invesco Global Respo.

Invesco Global Respo Backtested Returns

We consider Invesco Global very steady. Invesco Global Respo holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had 0.1% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Invesco Global Respo, which you can use to evaluate the future volatility of the entity. Please check out Invesco Global Downside Deviation of 0.7409, risk adjusted performance of 0.0839, and Market Risk Adjusted Performance of 0.096 to validate if the risk estimate we provide is consistent with the expected return of 0.0696%.
The fund retains a Market Volatility (i.e., Beta) of 0.8299, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Invesco's beta means in this case. As returns on the market increase, Invesco Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Invesco Global will be expected to be smaller as well. Although it is extremely important to respect Invesco Global Respo current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Invesco Global Respo technical indicators, you can presently evaluate if the expected return of 0.0696% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.77)   

Almost perfect reverse predictability

Invesco Global Responsibility has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Invesco Global time series from 23rd of August 2021 to 22nd of September 2021 and 22nd of September 2021 to 22nd of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Global Respo price movement. The serial correlation of -0.77 indicates that around 77.0% of current Invesco Global price fluctuation can be explain by its past prices. Given that Invesco Global Responsibility has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Invesco Global for similar time interval.
Correlation Coefficient-0.77
Spearman Rank Test-0.01
Residual Average0.0
Price Variance0.08

Invesco Global Respo lagged returns against current returns

Autocorrelation, which is Invesco Global mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Invesco Global's mutual fund expected returns. We can calculate the autocorrelation of Invesco Global returns to help us make a trade decision. For example, suppose you find that Invesco Global mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Invesco Global regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Invesco Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Invesco Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Invesco Global mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Invesco Global Lagged Returns

When evaluating Invesco Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Invesco Global mutual fund have on its future price. Invesco Global autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Invesco Global autocorrelation shows the relationship between Invesco Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Invesco Global Responsibility.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Invesco Global without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Also, please take a look at Invesco Global Hype Analysis, Invesco Global Correlation, Portfolio Optimization, Invesco Global Volatility, as well as analyze Invesco Global Alpha and Beta and Invesco Global Performance. Note that the Invesco Global Respo information on this page should be used as a complementary analysis to other Invesco Global's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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When running Invesco Global Respo price analysis, check to measure Invesco Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco Global is operating at the current time. Most of Invesco Global's value examination focuses on studying past and present price action to predict the probability of Invesco Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Global's price. Additionally, you may evaluate how the addition of Invesco Global to your portfolios can decrease your overall portfolio volatility.
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Invesco Global technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Invesco Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Invesco Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...